For a stock, you are given: (i) The stocks price is 39. (ii) The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 1.5%. (iii) A 9-month 37-strike European call option has premium 9.5. (iv) A 9-month 46-strike European call option has premium 3. (v) The continuously compounded risk-free interest rate is 4.5%. Determine the lowest and the highest arbitrage-free premiums for a 9-month 41-strike European put option on the stock. For a stock, you are given: (i) The stocks price is 39. (ii) The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 1.5%. (iii) A 9-month 37-strike European call option has premium 9.5. (iv) A 9-month 46-strike European call option has premium 3. (v) The continuously compounded risk-free interest rate is 4.5%. Determine the lowest and the highest arbitrage-free premiums for a 9-month 41-strike European put option on the stock